Thanks. Installing the Windows Installer download did the trick. I now have an Electrum wallet that doesn't disappear when I close it down and is installed as a program on my computer. FYI, when you install the Standalone Executable the wallet isn't saved anywhere in the Electrum [Roaming] folder other than a 2, or 4KB reference file (not executable), nor is the Electrum program saved in the program files. With the Windows Installer, it is.

The reason why I downloaded the (Standalone Executable) file was because I was following the YouTube guide: "Getting Started with Electrum" posted by Chronus Crypto.

He downloaded the (Standalone Executable) file to create the Electrum wallet:
https://www.youtube.com/watch?v=WdVlH9N2oKU

I'm wondering what the Standalone Executable file is for - maybe to install Electrum on a USB, or another external hardware storage device? But thanks again for your insight.